Anic Equity

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Total return since start: 0.738 %

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Equity now: -----------------------------> 53101.39 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 33263.75 Kr

PnL: ---------------------------------------> 14.58 Kr

DD now: ---------------------------------> -0.036 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-06-07 16:02:18.039341'

Anic Portfolio

Today

Return: 0.066 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week

Return: 0.066 %

Total

Return: 73.84 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Lundin Gold	7	2.470000	987.000000	15.400000	1.590000	971.600000
New Wave B	20	1.870000	3918.000000	12.000000	0.310000	3906.000000
Ambea	68	2.860000	2541.840000	10.880000	0.430000	2530.960000
BHG Group	49	-1.720000	645.330000	7.840000	1.230000	637.490000
Indutrade	5	0.950000	1321.500000	4.500000	0.340000	1317.000000
NCC B	7	1.680000	655.550000	3.850000	0.590000	651.700000
SynAct Pharma	9	2.430000	646.200000	3.600000	0.560000	642.600000
Addtech B	3	2.360000	701.400000	3.000000	0.430000	698.400000
SCA A	4	-0.400000	600.800000	2.400000	0.400000	598.400000
Latour B	2	1.080000	450.600000	2.200000	0.490000	448.400000
Biotage	4	0.130000	602.400000	1.600000	0.270000	600.800000
Fortnox	10	-0.270000	667.000000	1.400000	0.210000	665.600000
Volati	5	2.140000	574.000000	1.000000	0.170000	573.000000
Sdiptech B	3	2.010000	820.800000	0.600000	0.070000	820.200000
Creades A	7	1.100000	609.000000	0.350000	0.060000	608.650000
Profoto Holding	7	-1.190000	581.000000	0.000000	0.000000	581.000000
Lime Technologies	2	6.670000	592.000000	0.000000	0.000000	592.000000
Investor A	16	-0.320000	3536.000000	0.000000	0.000000	3536.000000
Humana	40	1.200000	672.000000	0.000000	0.000000	672.000000
Gaming Innovation Group	161	1.370000	4177.950000	0.000000	0.000000	4177.950000
Eastnine	6	1.110000	655.200000	0.000000	0.000000	655.200000
Xvivo Perfusion	3	-0.530000	843.000000	0.000000	0.000000	843.000000
Vitrolife	3	-0.620000	674.400000	-0.600000	-0.090000	675.000000
Sampo Oyj SDB	1	-0.200000	502.000000	-2.000000	-0.400000	504.000000
Embracer Group B	26	1.300000	655.980000	-3.640000	-0.550000	659.620000
NCC A	6	-0.200000	592.800000	-4.800000	-0.800000	597.600000
BONESUPPORT HOLDING	10	0.830000	1216.000000	-5.000000	-0.410000	1221.000000
Wästbygg Gruppen B	80	2.320000	2824.000000	-40.000000	-1.400000	2864.000000
TOTAL			33263.750000	14.580000	-0.03569%	33249.170000

Updated:

'2023-06-07 16:02:32.198991'

None

Last optimization/rebalancing:

'2023-05-05'

Next optimization/rebalancing:

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.